Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.28% | 0.84 CHF | 0.85 CHF | 190,000 | 190,000 | 88,179 | 88,179 | 69,976 CHF | 70,859 CHF | 100.00% | 100.00% |
12/07/2024 | 1.47% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 90,221 | 90,221 | 63,399 CHF | 64,303 CHF | 100.00% | 100.00% |
11/07/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 200,000 | 200,000 | 89,002 | 89,002 | 68,360 CHF | 69,252 CHF | 99.99% | 99.99% |
10/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 89,426 | 89,426 | 63,307 CHF | 64,203 CHF | 100.00% | 100.00% |
09/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 89,460 | 89,460 | 65,028 CHF | 65,924 CHF | 100.00% | 100.00% |
08/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 88,936 | 88,936 | 63,349 CHF | 64,240 CHF | 99.58% | 99.58% |
05/07/2024 | 1.77% | 0.66 CHF | 0.67 CHF | 210,000 | 210,000 | 94,660 | 94,660 | 56,467 CHF | 57,415 CHF | 99.63% | 99.63% |
04/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 84,000 | 84,000 | 67,511 | 67,511 | 38,038 CHF | 38,713 CHF | 100.00% | 100.00% |
03/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 210,000 | 210,000 | 93,805 | 93,805 | 53,614 CHF | 54,554 CHF | 100.00% | 100.00% |
02/07/2024 | 1.84% | 0.59 CHF | 0.60 CHF | 210,000 | 210,000 | 91,144 | 91,144 | 51,437 CHF | 52,351 CHF | 99.98% | 99.98% |